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Retail credit stress testing using a discrete hazard model ..:
Bellotti, Tony
;
Crook, Jonathan
Journal of the Operational Research Society. 65 (2014) 3 - p. 340-350 , 2014
Link:
https://doi.org/10.1057/jors.2013.91
RT Journal T1 <Title>Retail credit stress testing using a discrete hazard model with macroeconomic factors</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1057_jors.2013.91&Exemplar=1&LAN=DE A1 Bellotti, Tony A1 Crook, Jonathan PB Informa UK Limited YR 2014 SN 0160-5682 SN 1476-9360 JF Journal of the Operational Research Society VO 65 IS 3 SP 340 OP 350 LK http://dx.doi.org/https://doi.org/10.1057/jors.2013.91 DO https://doi.org/10.1057/jors.2013.91 SF ELIB - SuUB Bremen
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